I'm guessing you have dial-up internet, otherwise you would be downloading songs so fast you wouldn't care...
When I had dial-up it probably took me 30 minutes to download a song.
Start downloading the title you want. When it gets to 10%, try previewing the file to see if it's what you want.
You can't listen to them before you download them, since there is no central Limewire server...you are downloading directly from other Limewire users.
Good Luck